Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-13 0.531585 0.595099 0.666512 0.753437 0.857317 0.978682 1.133010
2024-10-20 0.461480 0.540381 0.635149 0.759347 0.920919 1.128589 1.423748
2024-10-27 0.406371 0.491442 0.598663 0.747275 0.954007 1.241578 1.692276
2024-11-03 0.380213 0.473657 0.596855 0.777078 1.045150 1.450126 2.157240
2024-11-10 0.363764 0.465661 0.605745 0.821540 1.164582 1.729177 2.839962
2024-11-17 0.340497 0.445211 0.594000 0.832997 1.234643 1.947022 3.512894
2024-11-24 0.317403 0.422311 0.575524 0.830527 1.280377 2.134203 4.221966
2024-12-01 0.290379 0.391080 0.541014 0.796978 1.264821 2.199365 4.686136
2024-12-08 0.267624 0.364265 0.510605 0.766123 1.248348 2.258335 5.175242
2024-12-15 0.257652 0.355856 0.508102 0.782531 1.324929 2.543864 6.548420
2024-12-22 0.256371 0.360570 0.526939 0.839272 1.495210 3.118945 9.586247
2024-12-29 0.247910 0.353149 0.524729 0.856464 1.585320 3.530511 12.665408
2025-01-05 0.233233 0.335611 0.505329 0.841354 1.607652 3.788727 15.728332
2025-01-12 0.220437 0.320219 0.488253 0.828592 1.633433 4.077811 19.910562
2025-01-19 0.206907 0.302682 0.465869 0.802095 1.619629 4.233029 23.785262
2025-01-26 0.201620 0.298623 0.467368 0.825900 1.743263 4.976409 37.923466
2025-02-02 0.198924 0.298735 0.476477 0.867675 1.930723 6.163444 75.339013
2025-02-09 0.192251 0.291413 0.470818 0.875374 2.022500 7.025847 134.789672
2025-02-16 0.184600 0.281853 0.460004 0.869540 2.071468 7.733807 240.226837
2025-02-23 0.174104 0.266621 0.436968 0.831706 2.007105 7.732341 308.316133
2025-03-02 0.164749 0.253010 0.416311 0.797618 1.948935 7.742727 407.087983
2025-03-09 0.161245 0.249810 0.416177 0.814054 2.069916 9.109419 1751.282300
2025-03-16 0.161960 0.254343 0.432027 0.873394 2.371193 12.525003 NaN